The 32-year-old was dismissed early on in the defeat to Japan for handling a goalbound shot, a decision that he insists was incorrect.
A victory against Poland brought the South Americans back into the reckoning before Sanchez returned to the starting lineup for the win over Senegal.
"'I didn't feel guilty about the red card. The ball came to the hand, people saw I didn't put my hand to the ball," he explained. "What made me most angry was that I was convinced we could turn the game around even though it was an early penalty against us. But it became more complicated with only 10 players even though the team showed character.
"It was difficult for me because I always like to show a face of tranquility and give encouragement. When the other players see you crestfallen, they can feel it."
The former Aston Villa man was the subject of death threats in the aftermath of that game, though he insists that he did not let them affect him.
"Threats did exist but I really did not give them much importance," he added. "They were put out in an aggressive way on the networks, but it is the feeling of many people who may not be going through a good time.
"It is never nice to receive a threat but I was confident that things were going to be good. I think those people who threatened then will be celebrating now Colombia are in the knock-out stage."